+158.4%
GDX vs XPO
+13,431.3%
-13,272.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.4% |
| 7D | -6.8% | +9.0% | -15.8% | -7.4% |
| 30D | -2.1% | +4.2% | -6.3% | -2.5% |
| 3M | -7.5% | -8.7% | +1.1% | -7.0% |
| 6M | -15.2% | -2.8% | -12.4% | -15.2% |
| YTD | -4.8% | +41.9% | -46.7% | -7.5% |
| 1Y | +6.7% | +42.3% | -35.6% | +3.7% |
| 3Y | +212.7% | +127.3% | +85.5% | +188.8% |
| 5Y | +151.7% | +306.4% | -154.7% | +118.2% |
| 10Y | +330.3% | +1,290.9% | -960.6% | +232.7% |
| All | +158.4% | +13,431.3% | -13,272.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling